Register and get free Certificate for the course: glacad.me/3aAQ62f 🔹 Topics Covered: Introduction - 00:00:00 • Types of statistics - 00:06:18 • What is Time Series Forecasting? - 00:21:12 • Components of Time Series - 00:55:23 • Additive Model and Multiplicative Model in Time Series - 01:16:48 • Measures of Forecast Accuracy - 03:04:55 • Exponential Smoothing - 03:47:50
Namaste to Guru Dev. To be honest I have not found even at Univeristy such a passionate and Guru-level teacher for a long time. Was only researching to find material to do my mini project in about a month, ended up watching continuously and already know a lot about time series. This is what happens when a teacher can communicate passion through his teaching...They say Art is a way of communicating simple things in a complex language and the maths is the way of communicating complex things in a simple language..something like that... But the fact of the matter is you need Guru like this who has an in-depth understanding of the material and can communicate in a simple way...thanks again guru aap kaa jai jai hos. Namaste!!!
Great course by an outstanding lecturer! Dr Sarkar is too good! The course is well presented and keeps me going. The only frustration I have is, not displaying Dr Sarkar's screen directly when running those codes but from the projector and capturing Dr Sarkar's face. I could barely see what he was doing in the screen at these instances and it makes me want to quite the video. I think this should be corrected as you have very great and outstanding resources!
Thank you for the video. Very informative and clear explanations with examples. Could you pls make a video on ARMA/ARIMA models, stationarity/ Long Memory Fractional ARIMA -ARFIMA. Will be really helpful for students like us.Thanks in advance !
Thanks a lot. We are glad you found our video helpful. We are working on creating a lot more content for learners like you. Meanwhile, do not forget to subscribe to our channel so that you get notified whenever we upload a new tutorial.
Really informative, glad to have found this video. May I know where are other videos of this lecture series? topics like stationarity and etc. Thank you!
It was really an amazing lecture, Could you please upload the lecture which is in continuation with this or video series on time series analysis by the same professor
Thanks, Sir It`s very very helpful and the best class for Time Series Analysis thanks again. At what time we can use ADDITIVE MODEL and MULTIPLICATIVE MODEL? It`s possible to use for annual data these two models?
Choose the multiplicative model when the magnitude of the seasonal pattern in the data depends on the magnitude of the data. In other words, the magnitude of the seasonal pattern increases as the data values increase and decrease as the data values decrease. Choose the additive model when the magnitude of the seasonal pattern in the data does not depend on the magnitude of the data. In other words, the magnitude of the seasonal pattern does not change as the series goes up or down. We hope this answers your question:)
good opportunity to learn a lot about time series data that really help us in data forecasting accurately. please upload the rest model associated with time series data.
We are glad you found our video helpful. If you want to also do assessments and projects along with learning the course please visit and enroll for the free course on our website here: glacad.me/FreeCourses_1000Hours If you complete the courses and the assessments here you will also get a certificate of completion.
This session/video covers only decomposition-based approach to time series modeling and forecasting. Do we have another video for the regression-based approach (ARIMA, etc.)?
Thanks a lot. We are glad you found our video helpful. Your request has been noted. We are working on creating a lot more content for learners like you. Meanwhile, do not forget to subscribe to our channel so that you get notified whenever we upload a new tutorial.
Dear Sir, It will be very kind If you could please prepare a detailed video on Financial Time Series Forecasting using R. It will be a great help for the financial community. Thanks
Great learning, you are doing a great job providing such quality content to us. Permit me criticize the camera man for this time series lecture. He wasn't mixing the laptop screen view and the speaker view accurately. At one moment, the speaker is making illustrations, we aren't not seeing the laptop screen. I'm watching from Cameroon. I work at "Minesec Distance Education". RU-vid channel " Minesec Distance Education"
Amazing and probably the best video on time series that I have seen till now, when will be the next lectures uploaded espically on ARIMA and LSTM methods.
Great Learning Thanks you for great lecture. Could you please share me the Pdf or the book referrd in the video . Also would love to know if there is a lecture about TIME SERIES ANALYSIS FOR IRREGULARLY SAMPLED DATA.
Dr.Sarkar, excellent explanation on the "Bias"[MAPE] and "Variance"[RMSE] balance on a model, my question is if the feature selection is already optimized for the best PCA, is there is a way to optimize the balance between "Bias" and "Variance" to get the best of both worlds?
Optimization needs to be done by hand only. It depends upon the type of results you want, and also on the suitability of the results the model generates. We hope this answers your question:)
@@greatlearning Thank you Dr.Sarkar , if optimization has to be done "manually" , can you please some direction on how to do that ..as the scales are different, do we normalize both ? Are you going to develop any course topic on "Variability" models to GARCH forecast "Volatility" [i.e.Randomness] like , I know it takes in to account the "ARIMA" model in to consideration, but specifically addressed to "Small Variance" in randomness e.g. in variance in "US Treasuries Rates", I was trying to extrapolate these variances on rates to S&P Index and suggestions?
Such a shame that great learning did not upload the full lecture for the second day. The lecture on website, that too is not the full lecture. I would've bought it even if it was paid.
Is there a downloadable file of this PowerPoint? This lecture is amazing. I was lost in my class at LSU and I really understand time series after watching this...
Greetings! Check out our free course on "Time Series Analysis in R" on Great Learning Academy and get your free certificate of completion as well!🔥 Register here: glacad.me/GLA_timeseries_r All relevant available learning materials are available here!
Sure, we will definitely come up with a video on that topic. Please do subscribe to our channel so that you can get a notification of our upcoming videos
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Sure, we will upload them soon! Also please do share the video with your peers and subscribe to our channel so that you get a notification of our upcoming videos
if everyone knows about the trend lets say the stocks are going to go up then every one will buy the stocks and prices will further rise , so howcome we cant make profit from the trends everyone in the market knows
Hi Team! The content looks pretty solid. I went through your website and looked for the certification. Are there any corporate discounts available? Also, can you please share the pdf that is referred in the video?
The lecturer mentions in this video about other courses (contents) that have been covered maybe as a pre-requisite? Can you please list the sequence that should be watched?
Hey, you can go through these statistics videos: Statistics for Data Science: ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-Vfo5le26IhY.html Statistics for Machine Learning: ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-o8f2w0Q0ME4.html
We are glad you found our video helpful. If you want to also do assessments and projects along with learning the course please visit and enroll for the free course here: www.greatlearning.in/academy/learn-for-free/courses/time-series-analysis-in-r If you complete the courses and the assessments here you will also get a certificate of completion.
Hey, If you want to also do assessments and projects along with learning the course please visit and enroll for the free course on Time Series Analysis here: www.greatlearning.in/academy/learn-for-free/courses/time-series-analysis-in-r If you complete the courses and the assessments here you will also get a certificate of completion. Unfortunately we cannot provide the exact same files. those our from our paid classroom programs and cannot be shared. Thank You for understanding. :)
Would you say that in-depth knowledge of stochastic processes is required or recommended for a data scientist if he/she wants to perform sophisticated time series analysis/modeling/forecasting? How about for theoretical purposes?
Sir can you please explain how a confidence interval for seasonal component is being calculated in this case like I have to assume some theoretical distribution to get a confidence interval of the parameter. What's the distribution RStudio has been assuming?
When it comes to seasonal parameter, The forecast limits are the confidence limits for your forecast (if the model can produce them); if the model is correct for your data, then the future observation has a 95% probability, for example, of being within these limits.
Hello sir ,I want to ask you one thing could you please tell me what is the reference book of Time series Analysis (and those book ,it is an esay to understand for the beginer and how to do solve the case studies of the time series Analysis)
Hi, Unfortunately we can not share the notes here, but if you enroll yourself on our website for free, there we will provide all the course material and also certificate on completion, here is the link to check: glacad.me/FreeCourses_1000Hours. Also, do subscribe for more videos like these:)
Hey Sachin, we will forward the request to the concerned team. Please do subscribe to our channel and click on the bell icon so that you get a notification of our upcoming videos